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Extremes: Spatial Parametric Statistical Modeling

Extremes and Environmental Risk

  1. Anthony C. Davison

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vnn015

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Davison, A. C. 2013. Extremes: Spatial Parametric Statistical Modeling. Encyclopedia of Environmetrics. 2.

Author Information

  1. Ecole Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland

Publication History

  1. Published Online: 15 JAN 2013

Abstract

Statistics of spatial extremes is developing very rapidly, owing to the demands of applications in the environmental sciences and the insurance and risk industries. This article sketches the main ideas, based on classical extreme value statistics. The two main threads of work are the fitting of max-stable models to spatial extremes, and the use of latent variable models, the latter typically in a Bayesian context.

Keywords:

  • Bayesian hierarchical model;
  • Brown—Resnick process;
  • composite likelihood;
  • copula;
  • environmental data analysis;
  • Gaussian process;
  • generalized extreme value distribution;
  • geostatistics;
  • latent variable;
  • max-stable process;
  • statistics of extremes